EPDPX vs. EFAD
Compare and contrast key facts about EuroPac International Dividend Income Fund Class A (EPDPX) and ProShares MSCI EAFE Dividend Growers ETF (EFAD).
EPDPX is managed by Euro Pacific Asset Management. It was launched on Jan 10, 2014. EFAD is a passively managed fund by ProShares that tracks the performance of the MSCI EAFE Dividend Masters Index. It was launched on Aug 19, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPDPX or EFAD.
Key characteristics
| EPDPX | EFAD | |
|---|---|---|
| YTD Return | 3.42% | 0.54% |
| 1Y Return | 8.65% | 10.07% |
| 3Y Return (Ann) | 3.41% | -4.85% |
| 5Y Return (Ann) | 6.67% | 1.73% |
| 10Y Return (Ann) | 2.26% | 2.37% |
| Sharpe Ratio | 0.90 | 1.09 |
| Sortino Ratio | 1.27 | 1.62 |
| Omega Ratio | 1.16 | 1.19 |
| Calmar Ratio | 1.02 | 0.53 |
| Martin Ratio | 3.19 | 4.70 |
| Ulcer Index | 3.41% | 2.75% |
| Daily Std Dev | 12.04% | 11.92% |
| Max Drawdown | -39.21% | -35.74% |
| Current Drawdown | -9.93% | -16.50% |
Correlation
The correlation between EPDPX and EFAD is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EPDPX vs. EFAD - Performance Comparison
In the year-to-date period, EPDPX achieves a 3.42% return, which is significantly higher than EFAD's 0.54% return. Both investments have delivered pretty close results over the past 10 years, with EPDPX having a 2.26% annualized return and EFAD not far ahead at 2.37%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EPDPX vs. EFAD - Expense Ratio Comparison
EPDPX has a 1.52% expense ratio, which is higher than EFAD's 0.50% expense ratio.
Risk-Adjusted Performance
EPDPX vs. EFAD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac International Dividend Income Fund Class A (EPDPX) and ProShares MSCI EAFE Dividend Growers ETF (EFAD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
EPDPX vs. EFAD - Dividend Comparison
EPDPX's dividend yield for the trailing twelve months is around 3.28%, more than EFAD's 2.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EPDPX EuroPac International Dividend Income Fund Class A | 3.28% | 3.08% | 2.56% | 2.07% | 1.71% | 2.44% | 2.68% | 2.70% | 2.24% | 3.58% | 3.89% |
EFAD ProShares MSCI EAFE Dividend Growers ETF | 2.40% | 2.29% | 1.76% | 2.98% | 1.49% | 2.05% | 2.37% | 2.42% | 2.88% | 1.93% | 0.61% |
Drawdowns
EPDPX vs. EFAD - Drawdown Comparison
The maximum EPDPX drawdown since its inception was -39.21%, which is greater than EFAD's maximum drawdown of -35.74%. Use the drawdown chart below to compare losses from any high point for EPDPX and EFAD. For additional features, visit the drawdowns tool.
Volatility
EPDPX vs. EFAD - Volatility Comparison
EuroPac International Dividend Income Fund Class A (EPDPX) and ProShares MSCI EAFE Dividend Growers ETF (EFAD) have volatilities of 3.59% and 3.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.